I've been doing merch for awhile, so I have a decent variety!
I do prints (5x7", 8x10" and 11x17"), bookmarks, stickers (3"), and acrylic keychains (1.5"-2"). I've also done pinback buttons in the past, but I've phased them out for now. They're a good beginner item but they're a little too much of a low ticket item for me to make a profit off of.
There's some stuff not pictured here too, you can see them in my Etsy shop.
If you're just starting out, I would recommend prints and buttons. They're cheaper and generally have lower minimum of quantity (moq). You don't want to be ordering 50 of each design--just try getting like 5-10 of each thing and see if they sell. This even applies if you're vending at a convention. Original merchandise, while cool and an attention grabber, won't move that fast unless it's really good and has general appeal. People will just care about buying the comic 80% of the time, even if seeing the prints are what brought them over in the first place.
If you're doing prints, common sizes are 4x6", 5x7", 8x10", 8.5x11" (letter size), 11x17", 12x18", and 13x19". That's pretty much the biggest most printers can do without moving to a large format roll printer, which generally costs more to produce. Lately there's been a trend towards smaller prints because people are running low on wall space and a big print really has to wow them to be considered for purchase. I get mine from a local printer, but you can also check out catprint.com if you want to do it online. I like having the convenience of just going to pick up my prints, though.
I get my stickers from here, but she also does buttons. She should have a template and a FAQ to help you set up your files. 1.5" buttons are a nice size, imo, but it depends what kind of art you're planning to put on them I suppose. There are probably a lot of other sellers on Etsy that do buttons though, so feel free to shop around. This is just the one I have experience with and trust.
Also, don't do tshirts. Never do tshirts unless it's print on demand or you have a large enough audience to support it. They are a pain in the neck to transport and guess what sizes you need.